Those prudish Americans!

It's a common myth that Victorian English people were so appalled by the sight of a bare ankle that they placed skirts or trousers around piano legs. In fact, this was first reported as something done not by the prudish English but by Americans. It seems to come from Frederick Marryat's Diary in America Volume II, from 1839. Marryat was an English naval officer and novelist who visited North America in the late 1830s, helping to defeat a rebellion in Canada and touring the USA. Like Charles Dickens and Frances Trollope, who both visited the USA around the same time, he wrote a detailed account of his travels.

Only the last paragraph of this excerpt is relevant, but the earlier provide an amusing build-up.

When at Niagara Falls, I was escorting a young lady with whom I was on friendly terms. She had been standing on a piece of rock, the better to view the scene, when she slipped down, and was evidently hurt by the fall; she had in fact grazed her shin. As she limped a little in walking home, I said, "Did you hurt your leg much." She turned from me evidently much shocked, or much offended; and not being aware that I had committed any very heinous offence, I begged to know what was the reason of her displeasure. After some hesitation, she said that as she knew me well, she would tell me that the word leg was never mentioned before ladies. I apologized for my want of refinement, which was attributable to my having been accustomed only to English society, and added, that as such articles must occasionally be referred to, even in the most polite circles of America, perhaps she would inform me by what name I might mention them without shocking the company. Her reply was, that the word limb was used; "nay," continued she, "I am not so particular as some people are, for I know those who always say limb of a table, or limb of a piano-forte."

There the conversation dropped; but a few months afterwards I was obliged to acknowledge that the young lady was correct when she asserted that some people were more particular than even she was.

I was requested by a lady to escort her to a seminary for young ladies, and on being ushered into the reception-room, conceive my astonishment at beholding a square piano-forte with four limbs. However, that the ladies who visited their daughters, might feel in its full force the extreme delicacy of the mistress of the establishment, and her care to preserve in their utmost purity the ideas of the young ladies under her charge, she had dressed all these four limbs in modest little trousers, with frills at the bottom of them!

(on archive.org, or reprinted Kessinger Publishing, Whitefish, MT, 2004, p90, accessible via Google Books)